What Is Mathematical Optimization?

A gentle and visual introduction to the topic of Convex Optimization. (1/3) This video is the first of a series of three. The plan is as follows: Part 1: What is (Mathematical) Optimization? (   • What Is Mathematical Optimization?  ) Part 2: Convexity and the Principle of (Lagrangian) Duality (   • Convexity and The Principle of Duality  ) Part 3: Algorithms for Convex Optimization (Interior Point Methods). (   • The Karush–Kuhn–Tucker (KKT)  Conditions a...  ) ------------------------------- Typos: 8:34, The matrix A should be of size nxm, and the vector b should be of size 1xm. -------------------------------- Timestamps: 0:00 Intro 2:50 What is optimization? 06:00 Linear programs 8:19 Linear regression 9:32 (Markovitz) Portfolio optimization 10:00 Conclusion -------------------------- Credit: 🐍 Manim and Python : https://github.com/3b1b/manim 🐵 Blender3D: https://www.blender.org/ 🗒️ Emacs: https://www.gnu.org/software/emacs/ This video would not have been possible without the help of Gökçe Dayanıklı. -------------------------- Music Sneaky Snitch by Kevin MacLeod Link: https://incompetech.filmmusic.io/song... License: https://filmmusic.io/standard-license Carefree by Kevin MacLeod Link: https://incompetech.filmmusic.io/song... License: https://filmmusic.io/standard-license Funkorama by Kevin MacLeod Link: https://incompetech.filmmusic.io/song... License: https://filmmusic.io/standard-license